+1,266.8%
WAB vs CBOE
+1,025.9%
+240.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.0% |
| 7D | +1.7% | -4.6% | +6.3% | +2.9% |
| 30D | -2.4% | +2.6% | -5.1% | -3.2% |
| 3M | +9.7% | +4.9% | +4.7% | +7.4% |
| 6M | +16.5% | -2.2% | +18.7% | +15.1% |
| YTD | +33.7% | +17.7% | +16.0% | +24.8% |
| 1Y | +49.7% | +26.1% | +23.6% | +36.6% |
| 3Y | +170.9% | +97.1% | +73.8% | +107.7% |
| 5Y | +228.0% | +149.2% | +78.9% | +128.5% |
| 10Y | +284.8% | +385.1% | -100.3% | +100.9% |
| All | +1,266.8% | +1,025.9% | +240.9% | +356.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CBOE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling